Understanding Vector Spaces, Linear Algebra, Eigenvalues, and Quadratic Forms
A.1.7. Vector Subspaces
A subset H of a vector space V is a vector subspace if and only if:
- The zero vector 0 is in H.
- For any vectors v1 and v2 in H, their sum v1 + v2 is also in H.
- For any vector v1 in H and any scalar k, the scalar multiple k*v1 is also in H.
Examples of non-vector subspaces:
- Sets defined by polynomial equations.
- Vectors u = (x, y) where xy + x = 0.
- Logarithmic functions.
Examples of vector subspaces:
- Sets defined by linear equations like Ax + By + Cz = 0.
- Sets defined by linear equations like C…X + …Y = 0.
A.4.2. Kernel and Image of a Linear Transformation
Let f be a linear transformation from E to L.
Kernel
The kernel of f, denoted as ker(f), is the set of all vectors in E whose image under f is the zero vector in L. In other words, ker(f) = {x ∈ E | f(x) = 0}. The kernel of f is a vector subspace of E.
Image
The image of f, denoted as im(f), is the set of all vectors in L that are the image of some vector in E. In other words, im(f) = {y ∈ L | ∃x ∈ E, f(x) = y}. The image of f is a vector subspace of L. The dimension of the image coincides with the rank of the matrix associated with f: dim(im(f)) = rank(M(f)).
Important Properties
- f is injective if and only if ker(f) = {0}.
- f is surjective if and only if rank(M(f)) = dim(L).
- dim(ker(f)) + dim(im(f)) = dim(E).
- If E = L and f is injective, then f is bijective.
- If E = L and f is surjective, then f is bijective.
A.5.1. Eigenvalues and Eigenvectors
A scalar λ (lambda) is an eigenvalue of a matrix A if there exists a non-zero vector x such that:
Ax = λx
If λ is an eigenvalue of A, then the non-zero vectors x that satisfy the above equation are called eigenvectors of A associated with λ.
Each eigenvector is associated with a single eigenvalue. However, each eigenvalue can be associated with one or more eigenvectors.
A.6.1. Quadratic Forms
A real quadratic form Q on the vector space Rn is a mapping:
Q: Rn → R
such that Q(x) is a real number and satisfies the property Q(λx) = λ2Q(x) for any x in Rn and any scalar λ.
Also, Q(0) = 0.
Classification of Quadratic Forms
- Positive Definite (PD): If Q(x) > 0 for all non-zero x.
- Positive Semidefinite (PSD): If Q(x) ≥ 0 for all x.
- Negative Definite (ND): If Q(x) < 0 for all non-zero x.
- Negative Semidefinite (NSD): If Q(x) ≤ 0 for all x.
- Indefinite: If Q(x) takes both positive and negative values.
C.1.1. Contour Lines
A contour line consists of all points where a function has the same value. Given a function f(x, y), set it equal to a constant value, and express y as a function of x. The resulting curve represents the contour line.
C.1.2. Continuity
For f(x):
f(x) is continuous at a point if the left-hand limit and the right-hand limit at that point coincide with the function’s value at that point.
For f(x, y):
f(x, y) is continuous at the point (x0, y0) if the limit of f(x, y) as (x, y) approaches (x0, y0) coincides with the function’s value at (x0, y0).
Properties of Continuity:
- All elementary functions (polynomials, sine, cosine, exponential, logarithm, etc.) are continuous throughout their domains.
- Elementary functions combined through addition, subtraction, multiplication, or division result in a continuous function (where defined).